|
Avtomatika i Telemekhanika, 2018, Issue 8, Pages 81–100
(Mi at14970)
|
|
|
|
This article is cited in 7 scientific papers (total in 7 papers)
Stochastic Systems
Terminal invariance of stochastic diffusion systems
M. M. Khrustalevab a Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia
b Moscow Aviation Institute, Moscow, Russia
Abstract:
For a controlled stochastic diffusion system, we obtain sufficient conditions for the terminal criterion to be constant with probability one on the assumption of fixed initial state (invariance in perturbations) and sufficient conditions for the terminal criterion to be independent with probability one both from the realization of the random process and the initial conditions (absolute invariance).
Keywords:
stochastic systems, weak invariance, absolute invariance, control.
Citation:
M. M. Khrustalev, “Terminal invariance of stochastic diffusion systems”, Avtomat. i Telemekh., 2018, no. 8, 81–100; Autom. Remote Control, 79:8 (2018), 1434–1449
Linking options:
https://www.mathnet.ru/eng/at14970 https://www.mathnet.ru/eng/at/y2018/i8/p81
|
Statistics & downloads: |
Abstract page: | 218 | Full-text PDF : | 23 | References: | 29 | First page: | 22 |
|